+579.5%
SIMO vs SONY
+276.5%
+303.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +14.5% | -4.9% | +19.4% | +16.4% |
| 30D | +20.4% | -1.6% | +22.0% | +20.8% |
| 3M | +7.1% | +10.0% | -2.9% | +1.7% |
| 6M | +129.2% | +8.4% | +120.8% | +118.0% |
| YTD | +201.9% | -8.4% | +210.4% | +206.3% |
| 1Y | +235.5% | -18.4% | +253.9% | +256.6% |
| 3Y | +463.8% | +41.0% | +422.9% | +369.4% |
| 5Y | +306.7% | +9.3% | +297.4% | +269.6% |
| 10Y | +579.5% | +281.7% | +297.8% | +273.6% |
| All | +579.5% | +276.5% | +303.0% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling